Anyone else feel like they are “transported” INTO the music

Yes, every time I listen to my system. But weed helps, Lol.

Of course, I don't use my magic hookah every time I listen, but it tends to accentuate the effect for certain.

I often refer to it as "falling into the music".  The phrase just seems to work for me.  But either way, yes, definitely transports the mind and spirit to a level that is euphoric.  

Any time I close my eyes and I start tapping my  toe or I start seeing the people in the orchestra playing their instruments.

That’s what it’s all about!

I would say yes. Certain albums really have that effect on me. 

Happens to me on a pretty constant basis. Not every listening session, but quite often. And even the listening sessions where it doesn't happen, are still extremely rewarding. 

The vast majority of the music I listen to*, is not conducive to casual listening, or as background music, or while I am multitasking. So. almost all of my listening (unless I am researching new music online) is active listening. 

*due to its high levels of complexity, instrumental interplay, sophisticated arrangements, atonality, long form pieces/songs, emotional and/or intellectual content.